+105.6%
NTAP vs S
-67.4%
+173.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -15.1% | -13.4% | -1.6% | -12.6% |
| 30D | -28.1% | -14.0% | -14.1% | -26.0% |
| 3M | -11.4% | +4.9% | -16.3% | -12.7% |
| 6M | +52.2% | +42.0% | +10.2% | +41.1% |
| YTD | +60.4% | +45.1% | +15.3% | +47.2% |
| 1Y | +51.0% | +33.1% | +17.9% | +40.3% |
| 3Y | +135.6% | +40.6% | +94.9% | +111.3% |
| All | +105.6% | -67.4% | +173.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling